DocumentCode
3276936
Title
Selecting the best by comparing simulated systems in a group of three
Author
Kim, Seong-Hee ; Dieker, A.B.
Author_Institution
Georgia Inst. of Technol., Atlanta, GA, USA
fYear
2011
fDate
11-14 Dec. 2011
Firstpage
3987
Lastpage
3997
Abstract
We present a new fully sequential procedure for selecting the best among a finite number of simulated systems. While many fully sequential selection procedures make a decision based on pairwise comparison, the new procedure compares systems in a group of three and uses some properties of a bivariate Brownian motion process exiting a circle or an ellipse for its derivation.
Keywords
Brownian motion; decision making; simulation; bivariate Brownian motion process; decision making; pairwise comparison; sequential selection procedures; simulated system comparison; Bayesian methods; Computational modeling; Context; Distributed databases; Gaussian distribution; Resource management;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference (WSC), Proceedings of the 2011 Winter
Conference_Location
Phoenix, AZ
ISSN
0891-7736
Print_ISBN
978-1-4577-2108-3
Electronic_ISBN
0891-7736
Type
conf
DOI
10.1109/WSC.2011.6148089
Filename
6148089
Link To Document